-40.6%
ACN vs APD
+27.6%
-68.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | +9.4% | +2.1% | +7.3% | +8.6% |
| 3M | +5.6% | +7.2% | -1.5% | +3.3% |
| 6M | -9.3% | +11.2% | -20.5% | -13.0% |
| YTD | -29.0% | +24.4% | -53.4% | -34.8% |
| 1Y | -24.7% | +6.7% | -31.3% | -27.0% |
| 3Y | -39.8% | +9.2% | -49.1% | -43.1% |
| All | -40.6% | +27.6% | -68.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling